+294.5%
KEEL vs SPYG
+236.6%
+57.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +2.3% |
| 7D | +2.9% | -0.9% | +3.8% | +4.6% |
| 30D | +0.8% | -1.5% | +2.4% | +4.2% |
| 3M | -35.3% | +3.7% | -39.1% | -38.0% |
| 6M | +59.4% | +16.4% | +43.0% | +29.7% |
| YTD | +51.9% | +13.3% | +38.6% | +32.3% |
| 1Y | +75.0% | +17.9% | +57.1% | +47.0% |
| 3Y | +224.5% | +98.3% | +126.2% | +33.8% |
| 5Y | -35.9% | +86.4% | -122.3% | -67.6% |
| All | +294.5% | +236.6% | +57.9% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling